If memory serves, Linux typically outperforms Windows with AMD and Intel graphics. Some of the gotchas are things like running games through Proton or anti-cheat/DRM stuff not getting the same attention that Windows does, but the raw performance is there. I wouldn't recommend using Nvidia on Linux though.
I run NVIDIA on my Bazzite box and I get excellent performance. I had to fiddle with a few things though that probably work out of the box on AMD (example: screen tearing in Steam Big Picture mode. Fix: enabling developer mode in Steam and setting "Force Composite" to true).